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2005 Jun 15
1
Kalman Filtering?
...copies of the inputs. Consider the following (using R 2.1.0 patched under Windows XP): > Fig2.1 <- StructTS(x=Nile, type="level") > unlist(Fig2.1$model0[2:3]) a P 1120 286379470 > tst2 <- tst <- Fig2.1$model0 > tst23 <- tst[2:3] > tst23u <- unlist(tst23) > nile.KL <- KalmanLike(nile, tst2) > unlist(tst[2:3]) a P 798.3682 4032.1469 > unlist(tst2[2:3]) a P 798.3682 4032.1469 > unlist(Fig2.1$model0[2:3]) a P 798.3682 4032.1469 > unlist(tst23) a...